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Trade: FIL/USDT/360/WMA/WMA/4231

Strategy
FIL/USDT/360/WMA/WMA/4231
Pair
FIL_USDT
Interval
6h
Score
305607
Daily Profit
0.329540
Profit Factor
2.085995
Profitability
37.383178
Streak
0.000000
Best Strategy
Training Data Length
1811.750000
Evaluation Time
2025-10-01 06:14
Expiration Time
2025-11-24 10:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 597043.9468 360955.4422 236088.5046 1422088.7566 -210112.4164 1632201.173
Total P&L (%) 597.0439 360.9554 236.0885 1422.0888 -210.1124 1632.2012
Avg Daily Profit (%) 0.3295 0.1992 0.1303 0.1504 0 0.1575
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66402 -62545 -42998 -1373823 -1363651 -696263
Profit Factor 2.086 2.0947 2.0729 1.2222 0.9447 1.6281
Total Trades 107 54 53 107 54 53
Winning Trades 40 12 28 40 12 28
Losing Trades 67 42 25 67 42 25
Profitability (%) 37.3832 22.2222 52.8302 37.3832 22.2222 52.8302
Ratio Avg Win / Avg Loss 3.494 7.3316 1.8508 2.0472 3.3065 1.4537
Largest Winning Trade 276431 276431 71972 990798 990798 575258
Largest Losing Trade -42998 -20796 -42998 -696263 -330792 -696263
Avg Bars in Trades 66 53 80 66 53 80
Avg Bars in Winners 120 125 118 120 125 118
Avg Bars in Losers 34 32 37 34 32 37
Bars Traded 7111 2865 4246 7111 2865 4246
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305607 -210793 -194807 133611 -800390 -170042
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7247,
    "evaluation_days": 1811.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604728800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288486043,
    "expiration_time": 1763972856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "offset": 18
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            597043.9467564326,
            360955.4421762974,
            236088.5045801355,
            1422088.7566483857,
            -210112.4163862717,
            1632201.1730346568
        ],
        [
            597.043947,
            360.955442,
            236.088505,
            1422.088757,
            -210.112416,
            1632.201173
        ],
        [
            0.32954,
            0.19923,
            0.13031,
            0.150391,
            0,
            0.15754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66402,
            -62545,
            -42998,
            -1373823,
            -1363651,
            -696263
        ],
        [
            2.085995,
            2.094746,
            2.072882,
            1.222233,
            0.944714,
            1.628099
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            40,
            12,
            28,
            40,
            12,
            28
        ],
        [
            67,
            42,
            25,
            67,
            42,
            25
        ],
        [
            37.383178,
            22.222222,
            52.830189,
            37.383178,
            22.222222,
            52.830189
        ],
        [
            3.494041,
            7.33161,
            1.850788,
            2.047241,
            3.306498,
            1.453659
        ],
        [
            276431,
            276431,
            71972,
            990798,
            990798,
            575258
        ],
        [
            -42998,
            -20796,
            -42998,
            -696263,
            -330792,
            -696263
        ],
        [
            66,
            53,
            80,
            66,
            53,
            80
        ],
        [
            120,
            125,
            118,
            120,
            125,
            118
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            7111,
            2865,
            4246,
            7111,
            2865,
            4246
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305607,
            -210793,
            -194807,
            133611,
            -800390,
            -170042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7247,
    "evaluation_days": 1811.75,
    "actual_first_datapoint_time": 1602763200000,
    "first_datapoint_time": 1604728800000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759288486043,
    "expiration_time": 1763972856000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "offset": 18
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)